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Paris December 2008 Finance Meeting EUROFIDAI - AFFI (Archive)
13,343 Total downloads
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For more information on this conference, Deadline Call for Papers: June 2, 2008 |
Showing Papers 1 - 38 of 38
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Long-Horizon Consumption Risk and the Cross-Section of Returns: New Tests and International EvidenceParis December 2008 Finance International Meeting Paper Joachim Grammig, Andreas Schrimpf and Michael Schuppli Eberhard Karls Universitaet Tübingen, Bank for International Settlements (BIS) - Monetary and Economic Department and University of Muenster Date Posted: October 23, 2008 Last Revised: October 26, 2009 Working Paper Series 122 downloads
Time-Varying Incentives in the Mutual Fund IndustryParis December 2008 Finance International Meeting AFFI - EUROFIDAI Paper Jacques Olivier and Anthony S. Tay HEC Paris - Finance Department and Singapore Management University - School of Economics Date Posted: October 14, 2008 Last Revised: March 14, 2013 Working Paper Series 106 downloads
A Market for Weather Risk? Worlds in Conflicts and CompromisingIsabelle Huault and Hélène Rainelli Université Paris Dauphine and Université Paris I Panthéon-Sorbonne - Institut d'Administration des Entreprises de Paris (IAE Paris) Date Posted: October 14, 2008 Last Revised: June 16, 2015 Working Paper Series 214 downloads
Price Discovery and Liquidity in the European CO2 Futures Market: An Intraday AnalysisAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Eva A. Benz and Jördis Hengelbrock University of Bonn - Bonn Graduate School of Economics and University of Bonn - The Bonn Graduate School of Economics Date Posted: October 14, 2008 Working Paper Series 222 downloads
Are French Individual Investors Reluctant to Realize Their Losses?AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Marie-Hélène Broihanne, Maxime Merli and Shaneera Boolel-Gunesh Strasbourg University, LaRGE Research Center, EM Strasbourg Business School, Strasbourg University, LaRGE Research Center, EM Strasbourg Business School and EM Strasbourg Business School Date Posted: October 14, 2008 Working Paper Series 94 downloads
CMCDS Premia Implicit in the Term Structure of Corporate CDS SpreadsAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Arturo Leccadito, Radu Tunaru and Giovanni Urga Università degli Studi della Calabria, University of Kent, Canterbury - Kent Business School and Cass Business School, Faculty of Finance, London, UK and Bergamo University, Italy Date Posted: October 14, 2008 Last Revised: July 15, 2009 Working Paper Series 200 downloads
Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation BiasAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Eric Jondeau University of Lausanne - Faculty of Business and Economics (HEC Lausanne) Date Posted: October 14, 2008 Working Paper Series 23 downloads
Hierarchical Hidden Markov Structure for Dynamic Correlations: The Hierarchical RSDC ModelAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Charlot Philippe and Vêlayoudom Marimoutou Universities of Marseille and Université de la Mediterraneé Date Posted: October 14, 2008 Last Revised: October 16, 2008 Working Paper Series 128 downloads
Impacts of Jumps and Stochastic Interest Rates on the Fair Costs of Guaranteed Minimum Death Benefit ContractsThe Geneva Risk and Insurance Review, Vol. 36, No. 1, 2010 Francois Quittard-Pinon and Rivo A Randrianarivony EMLYON Business School and University of Rennes 1 Date Posted: October 14, 2008 Last Revised: November 13, 2013 Accepted Paper Series 84 downloads
On the Modeling of Debt Maturity and Endogenous Default: A CaveatAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Jean-Paul Decamps and Stephane Villeneuve University of Toulouse 1 - Toulouse School of Economics (TSE) and University of Toulouse 1 - Toulouse School of Economics (TSE) Date Posted: October 14, 2008 Working Paper Series 101 downloads
Prop Ups During LockupsAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Jens Martin University of Amsterdam - Finance Group Date Posted: October 14, 2008 Last Revised: March 16, 2011 Working Paper Series 183 downloads Rating Migrations: The Effect of History and Time AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Huong D. Dang and Graham Partington University of Canterbury - Economics and Finance and University of Sydney - School of Business - Finance Discipline Date Posted: October 14, 2008 Working Paper Series
Rational and Behavioral Motives to Trade: Evidence from Reinvestment of Dividends and Tender Offer ProceedsAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Markku Kaustia and Elias Henrikki Rantapuska Aalto University School of Business and Aalto University Date Posted: October 14, 2008 Last Revised: September 25, 2009 Working Paper Series 177 downloads
Shareholder Agreements and Firm Value: Evidence from French Listed FirmsFrancois Belot Université de Cergy-Pontoise Date Posted: October 14, 2008 Last Revised: March 13, 2011 Working Paper Series 444 downloads
Stock Price and Systematic Risk Effects of Discontinuation of Corporate R&D ProgramsAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Mohsen Saad and Zaher Zantout American University of Sharjah and affiliation not provided to SSRN Date Posted: October 14, 2008 Working Paper Series 85 downloads
The Conditional Relation between Fama-French Betas and ReturnSchmalenbach Business Review, Forthcoming Stefan Koch and Christian Westheide University of Bonn and University of Mannheim - Finance Area Date Posted: October 14, 2008 Last Revised: September 30, 2013 Accepted Paper Series 396 downloads
The Political Determinants of the Cost of Equity: Evidence from Newly Privatized FirmsAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Hamdi Ben Nasr, Narjess Boubakri and Jean-Claude Cosset HEC Montreal, American University of Sharjah - School of Business and Management and HEC Montreal Date Posted: October 14, 2008 Last Revised: November 26, 2010 Working Paper Series 121 downloads
Trade Credit as a Signal of QualityAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Eric de Bodt, Frederic Lobez and Jean-Christophe Statnik Université de Lille, University of Lille II - GERME Research Center and Université de Lille - LSRMC – European Center for Corporate Date Posted: October 14, 2008 Working Paper Series 196 downloads
On the Information Content of the Order Flow: An ExperimentAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Christophe Bisiere, Jean-Paul Decamps and Stefano Lovo Universite de Toulouse - (IDEI - CRG), University of Toulouse 1 - Toulouse School of Economics (TSE) and HEC Paris - Finance Department Date Posted: October 13, 2008 Working Paper Series 65 downloads A Jump-Diffusion Nominal Short Rate Model AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Sami Attaoui and Pierre Six NEOMA Business School and Neoma Business School Date Posted: October 13, 2008 Last Revised: April 03, 2012 Working Paper Series
A Smoke Screen Theory of Financial IntermediationParis December 2008 Finance International Meeting AFFI - EUROFIDAI Regis Breton Banque de France Date Posted: October 13, 2008 Working Paper Series 72 downloads
ADR Spreads and Their Informational Content: The Role of Relative US Investor SentimentParis December 2008 Finance International Meeting AFFI - EUROFIDAI Georgios Gatopoulos University of Geneva - Faculty of Economic and Social Sciences Date Posted: October 13, 2008 Last Revised: November 27, 2008 Working Paper Series 160 downloads
Conditional Skewness of Aggregate Market ReturnsAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Anchada Aida Charoenrook and Hazem Daouk Thammasat University and Cornell University - School of Applied Economics and Management Date Posted: October 13, 2008 Working Paper Series 117 downloads
Consumption and Portfolio Choice with Option-Implied State PricesAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Yacine Ait-Sahalia and Michael W. Brandt Princeton University - Department of Economics and Duke University - Fuqua School of Business Date Posted: October 13, 2008 Working Paper Series 49 downloads
Contributions to the Estimation of Mixed-State Conditionally Heteroscedastic Latent Factor Models: A Comparative StudyParis December 2008 Finance International Meeting AFFI - EUROFIDAI Mohamed Saidane and Christian Lavergne Université Montpellier II and University of Montpellier III Paul Valéry Date Posted: October 13, 2008 Working Paper Series 38 downloads Dispersed Macroeconomic Information: Announcements, Revisions & Stock Returns AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Thomas Gilbert University of Washington - Department of Finance and Business Economics Date Posted: October 13, 2008 Working Paper Series
Jumps, Cojumps and Macro AnnouncementsAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Jerome Lahaye, Sébastien Laurent and Christopher J. Neely Facultés Universitaires Notre-Dame de la Paix (FUNDP), French National Center for Scientific Research (CNRS) - Research Group in Quantitative Saving (GREQAM) and Federal Reserve Bank of St. Louis - Research Division Date Posted: October 13, 2008 Last Revised: August 26, 2009 Working Paper Series 346 downloads
Multiple Large Shareholders, Control Contests, and Implied Cost of EquityAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Najah Attig, Omrane Guedhami and Dev R. Mishra Saint Mary's University - Department of Finance & Management Science, University of South Carolina - Moore School of Business and University of Saskatchewan - Edwards School of Business Date Posted: October 13, 2008 Working Paper Series 411 downloads
On the Use of Financial and Extra-Financial InformationAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Marie-Hélène Bihr French National Center for Scientific Research (CNRS) - Centre de Recherches Appliquées à la Gestion (CERAG) Date Posted: October 13, 2008 Last Revised: October 30, 2008 Working Paper Series 150 downloads
Regulating the Financial Analysis Industry: Is the European Directive Effective?AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Michel Dubois and Pascal Dumontier University of Neuchatel - Institute of Financial Analysis and University of Grenoble Date Posted: October 13, 2008 Last Revised: May 14, 2011 Working Paper Series 194 downloads
The Credit Risk Premium in a Disaster-Prone WorldParis December 2008 Finance International Meeting AFFI - EUROFIDAI Laurence Copeland and Yanhui Zhu Cardiff University - Cardiff Business School and Cardiff University - Cardiff Business School - Economics Section Date Posted: October 13, 2008 Working Paper Series 77 downloads
Top-Down Versus Bottom-Up Approaches in Risk ManagementAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Peter Grundke University Osnabrück, Chair of Banking and Finance Date Posted: October 13, 2008 Working Paper Series 1039 downloads
Welfare Implications of Exchange Rate ChangesAFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI Luis Brandao Marques International Monetary Fund - Monetary and Capital Markets Department Date Posted: October 13, 2008 Working Paper Series 29 downloads
Stock Market Comovements and Industrial StructureINSEAD Working Paper No. 2008/53 Pushan Dutt and Ilian Mihov INSEAD - Economics and Political Sciences and INSEAD Date Posted: August 26, 2008 Last Revised: December 29, 2008 Working Paper Series 152 downloads
Common Risk Factors in Currency MarketsReview of Financial Studies ( 2011), 24(11), . Hanno N. Lustig, Nikolai L. Roussanov and Adrien Verdelhan Stanford Graduate School of Business, University of Pennsylvania - The Wharton School and Massachusetts Institute of Technology (MIT) - Sloan School of Management Date Posted: June 01, 2008 Last Revised: August 27, 2012 Accepted Paper Series 6140 downloads
Why Do Firms Pay Cash in Acquisitions? Evidence from a Demand PerspectiveAFA 2010 Atlanta Meetings Paper Lei Zhang Nanyang Technological University (NTU) Date Posted: May 25, 2008 Last Revised: January 21, 2010 Working Paper Series 369 downloads
Portfolio Policies with Stock OptionsYuliya Plyakha and Grigory Vilkov Universite du Luxembourg - School of Finance and Frankfurt School of Finance & Management Date Posted: March 04, 2008 Last Revised: February 15, 2009 Working Paper Series 384 downloads
Derivatives Clearing, Default Risk, and InsuranceParis December 2008 Finance International Meeting AFFI - EUROFIDAI Robert A. Jones and Christophe Perignon Simon Fraser University (SFU) - Department of Economics and HEC Paris - Finance Department Date Posted: February 28, 2008 Last Revised: March 14, 2013 Working Paper Series 655 downloads |
